I say that I learn best by reading (which is true), but an essential component of that is that I find ways to actually use what I'm learning -- because I really learn best by doing.

If the book is about making data-intensive applications, for instance, I'll write such an application as I work through the book, using the concepts that I'm reading about.

I'll also not worry about memorizing every bit of knowledge in the book and instead strive to remember what information is in the book so that when I need to know something specific, I know where to look.

I've found note-taking to be worthless to me, but I know that many people find it valuable.